The beautiful Mary Davis was an accomplished singer and musician, a good performer on the clarichord or spinet, and a mistress of the guitar, which at the time of Charles II. was a very fashionable instrument, and particularly admired by the King, who used to delight in hearing Signor Francisco, an Italian, play: and, encouraged by his admiration, all the ladies of the court, whose aim was to attract the gallant monarch, endeavoured to excel in the accomplishment which pleased him. The voice of Mary Davis was equal to her skill in playing, and it was in executing a beautiful and pathetic ballad in the character of Celania, a shepherdess mad for love, that she won the volatile heart of him whose affection was as little stable as his friendship or his gratitude.

She sung “My lodging is on the cold ground” so sweetly, and with so much grace, that it eclipsed for a time King Charles's recollection of the hat, as large as a cart-wheel, in which the fair and frail Nell Gwynn had charmed him before.

The rival actress, Mary Davis, maintained her triumph for a space, and her daughter Mary had a title, and the name of Tudor bestowed upon her by the King.

Lady Mary Tudor, in 1687, was married to the son of Sir Francis Radcliffe, who became Earl of Derwentwater.